mt5 strategy tester ticks - page 6

[Simon Gniadkowski]

Ubzen:

1.  I believe you RaptorUK. The same thing happened in mt4. The minimum volume a minute_1 bar could hold was 4. Simply because it must have a OHLC requirement for the data structure.

 

2.  When it runs through these flat bars which exist because of factor like a)whole minute passed without any activity. b) bar opened but never changed until next bar and finally c) market_info [ tick_value ] || [ margin_required ] changed ...  most applicable for cross-currencies || synthetic pairs.

Scenario C, could have caused these 6_volume || maybe it just missed 5_ticks 2_ticks || just bad data. Anyways... the strategy tester with even the basic 4_volume never spent four_start() upon those bars. It went one and moved on.

3.  In this case, I agree with meta-quotes, nothing changed why spent time sitting there. However, for my /\/\/\/\/\/\/\/ example, I'm not sure this is best approach and hope thats not the case. Someone could make an algorithm for 15 ticks bounces as trade trigger. This could possibly happen in real-life but might never happen in tester.

1.  that doesn't seem to be the case with MT5 and I don't see why it needs to be,  isn't all the data sent during each tick ?  OHLC and tick volume/count ?  so only one tick is needed,  I have seen one tick bars on my M1 MT5 EURUSD chart.

2.  if there are no ticks from the start of a minute to the end there will be a missing bar,  this is certainly the case for MT4,  haven't checked on MT5 yet.   A flat bar could simply be a few ticks where the Ask moves but the Bid doesn't.  I have seen a flat bar with 19 ticks. 

3.  Yep,  I agree too.  I don't have any issue with the way they model their ticks . . . and I really don't care.  I just wish they would give me the option to use my own ticks . . .  then we could all be happy.

[Nathan]

RaptorUK:

1.  that doesn't seem to be the case with MT5 and I don't see why it needs to be,  isn't all the data sent during each tick ?  OHLC and tick volume/count ?  so only one tick is needed,  I have seen one tick bars on my M1 MT5 EURUSD chart.

2.  if there are no ticks from the start of a minute to the end there will be a missing bar,  this is certainly the case for MT4,  haven't checked on MT5 yet.   A flat bar could simply be a few ticks where the Ask moves but the Bid doesn't.  I have seen a flat bar with 19 ticks. 

3.  Yep,  I agree too.  I don't have any issue with the way they model their ticks . . . and I really don't care.  I just wish they would give me the option to use my own ticks . . .  then we could all be happy.

"I just wish they would give me the option to use my own ticks . . .  then we could all be happy."

Agreed.

Thank you

[Alain Verleyen]

WhooDoo22:

"I just wish they would give me the option to use my own ticks . . .  then we could all be happy."

RaptorUK:...  I just wish they would give me the option to use my own ticks . . .  then we could all be happy.

Do not waste your time hoping something that will not happen.

[Simon Gniadkowski]

angevoyageur:
Do not waste your time hoping something that will not happen.

It takes no time to remain optimistic and I wouldn't say that it will never happen.  I don't see MetaQuotes supplying tick data but I could see them facilitating their users being able to use it.

[Nathan]

angevoyageur:
Do not waste your time hoping something that will not happen.

I agree with Simon again BUT ;) I have a slightly unique disposition, optimism can empower change and if MetaQuotes chooses not to modify the tester so it can read incorporated real tick data files then maybe this project can be accomplished by MQL5 community members. There's also the possibility certain MQL5 users have already discovered methods to enable the MQL5 tester so it can read incorporated real tick data files or have modified data format and code so it can be read by the tester but I'm currently unaware of either having been done.

Thank you

[Alain Verleyen]

WhooDoo22:

I agree with Simon again BUT ;) I have a slightly unique disposition, optimism can empower change and if MetaQuotes chooses not to modify the tester so it can read incorporated real tick data files then maybe this project can be accomplished by MQL5 community members. There's also the possibility certain MQL5 users have already discovered methods to enable the MQL5 tester so it can read incorporated real tick data files or have modified data format and code so it can be read by the tester but I'm currently unaware of either having been done.

Thank you

We are discussing of such ideas in this topic, but not sure that can lead somewhere.

[Ubzen]

RaptorUK: It takes no time to remain optimistic and I wouldn't say that it will never happen.  I don't see MetaQuotes supplying tick data but I could see them facilitating their users being able to use it.

Nice try :)))  Still never done for mt4 what makes you so optimistic it'll happen with mt5?

[Ubzen]

WhooDoo22: There's also the possibility certain MQL5 users have already discovered methods to enable the MQL5 tester so it can read incorporated real tick data files or have modified data format and code so it can be read by the tester but I'm currently unaware of either having been done.

Given time and a determined reverse-engineer, this would be your best hope.

[Simon Gniadkowski]

Ubzen:
Nice try :)))  Still never done for mt4 what makes you so optimistic it'll happen with mt5?

Simple,  MT4 allows the User to have control of the History data,  this is essential for a Test Environment.  When/if a MT5 user is allowed the same facility then it will be a much simpler proposition to use tick data.

[Ubzen]

angevoyageur: We are discussing of such ideas in this topic, but not sure that can lead somewhere.

I'm studying oop designs at the moment also learning about mt5|mql5. Once I feel comfortable, I'll move the thread :-) ** It'll probably consume allot of my time on this forum.